Target Price Playground
AMZN
$256.29
🟢
AMZN IV: 34.1% — LOW
(-25.4% vs 30d avg of 45.7%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $245 by Dec 18
Historical Backtest
Coming soon
Signal Backtest
Coming soon
📋 Strategy
Long Stock
Long Call
Long Put
Bull Call Spread
Bear Put Spread
Covered Call
Protective Put
Cash-Secured Put
Diagonal Put Spread
Long Straddle
Buy a longer-dated put, sell a shorter-dated OTM put. Profits from time decay + a moderate drop.
🎯 Target
72d from today
⚙️ Legs
LONG PUT · $255 · Jan '27
Qty 1 · Premium $15.75 · Δ -0.43
SHORT PUT · $245 · Dec '26
Qty 1 · Premium $9.85 · Δ -0.34
P&L at Expiry
Stock (100 sh)
Diagonal Put Spread
Now
Target
💡 Stock vs Options at Target
If AMZN hits $245 by Dec 18: the diagonal put spread returns +$875 (148.3%) on $590 risked, vs $-1,129 (-4.4%) for 100 shares on $25,629. Options give 33.7× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (72 days out). P&L shown is the value at expiry if AMZN is at $245. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if AMZN hits $245 by Dec 18
+$875
+148.3% on $590 risked
Max Profit
+$866
If the stock price is favorable
Max Loss
−$588
Worst-case within chart range
Break-even
$263.10
+2.66% from spot
Prob. of Target Hit
77%
IV-implied, 72d (rough)
Net Δ / Θ / V
-9.41 / 1.44 / 9.15
per spread, per $1 move / day / vol pt
📋 Notes for each mode (not shown on real page)
Forward Projection
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode — ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode — ship first.
Historical Backtest
Uses our historical options chains to replay this exact strategy over past expirations. Needs: date picker, "rolling every N days", cumulative P&L chart.
Uses our historical options chains to replay this exact strategy over past expirations. Needs: date picker, "rolling every N days", cumulative P&L chart.
Signal Backtest
"Run this strategy on every BUY-rated stock with score ≥ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score ≥ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
Solve for Return
Inverse: user says "+50% in 90d", system solves for required price move, shows IV-implied probability. Pure math.
Inverse: user says "+50% in 90d", system solves for required price move, shows IV-implied probability. Pure math.
📊 P&L Scenarios — what happens at different prices and dates
| AMZN Price | Today | Oct 31 | Nov 24 | Dec 18 (exp) |
|---|---|---|---|---|
| $205 (-20%) | +$342 | +$364 | +$367 | +$332 |
| $218 (-15%) | +$323 | +$367 | +$413 | +$374 |
| $231 (-10%) | +$274 | +$333 | +$427 | +$512 |
| $245 (-4%) ← target | +$179 | +$235 | +$339 | +$890 |
| $251 (-2%) | +$129 | +$176 | +$263 | +$532 |
| $256 (0%) ← spot | +$83 | +$120 | +$185 | +$282 |
| $261 (+2%) | +$35 | +$61 | +$100 | +$74 |
| $269 (+5%) | -$38 | -$31 | -$32 | -$165 |
| $282 (+10%) | -$159 | -$180 | -$235 | -$407 |
| $295 (+15%) | -$268 | -$308 | -$386 | -$521 |
| $308 (+20%) | -$359 | -$407 | -$482 | -$566 |
Uses AMZN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.